perp_perp_basis_convergence_funding_signal

not live
38
closed trades
58%
win rate
+88.65
total pnl ($)
1.801
weight
7d window — n=10 wr=90% pnl=+102.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:51ETHSell1576.84→1559.36+3.42timeout
06-28 10:22ETHSell1551.74→1577.16-5.95timeout
06-27 22:08ETHSell1577.04→1574.36+0.22timeout
06-25 13:53ETHSell1625.84→1554.46+15.01take_profit
06-25 13:48ETHSell1647.74→1575.46+15.03take_profit
06-24 16:51ETHSell1663.83→1590.76+14.94take_profit
06-24 16:51ETHSell1666.73→1593.66+15.01take_profit
06-24 16:51ETHSell1666.93→1593.76+14.98take_profit
06-23 08:17ETHSell1723.83→1647.76+14.91take_profit
06-23 06:21ETHSell1763.22→1685.57+15.06take_profit
06-22 06:58ETHSell1727.23→1734.87-1.83timeout
06-21 08:50ETHSell1696.63→1726.27-6.52timeout
06-18 01:00ETHSell1789.22→1754.38+6.61timeout
06-15 13:16ETHSell1729.53→1808.68-16.33stop_loss
06-15 13:16ETHSell1724.63→1804.88-16.57stop_loss
06-15 11:20ETHSell1675.43→1752.35-16.34stop_loss
06-15 11:20ETHSell1675.73→1752.75-16.34stop_loss
06-15 09:29ETHSell1672.43→1722.87-10.83timeout
06-14 19:28ETHSell1669.23→1665.97+0.47timeout
06-14 07:18ETHSell1656.33→1675.17-4.30timeout
06-13 09:12ETHSell1656.73→1674.37-3.83timeout
06-12 20:56ETHSell1625.84→1664.07-8.60timeout
06-12 08:32ETHSell1634.14→1672.97-8.59timeout
06-11 16:41ETHSell1620.84→1644.46-5.39timeout
06-11 04:12ETHSell1670.43→1652.07+3.74timeout
06-10 03:47ETHSell1678.03→1655.97+4.41timeout
06-09 16:38ETHSell1692.13→1617.76+14.92take_profit
06-07 22:14ETHSell1616.84→1691.01-16.41stop_loss
06-07 08:46ETHSell1558.14→1629.48-16.32stop_loss
06-07 08:46ETHSell1554.64→1625.77-16.32stop_loss
06-06 04:08ETHSell1616.34→1545.25+15.04take_profit
06-05 14:01ETHSell1683.73→1609.86+15.03take_profit
06-05 05:57ETHSell1758.02→1680.17+15.13take_profit
06-05 05:47ETHSell1765.72→1688.17+15.04take_profit
06-05 05:43ETHSell1776.52→1698.37+15.00take_profit
06-04 01:51ETHSell1838.62→1757.98+15.09take_profit
06-02 23:23ETHSell1940.11→1854.99+15.04take_profit
06-02 15:31ETHSell1984.8→1897.79+15.03take_profit

Paper vs Live

Paper (trades.jsonl)
38
closed
58%
win rate
+88.65
total pnl ($)
+66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3858%+66.7+88.65

Recent bounces (last 20 of 1)

timesymsidereason
06-29 15:51ETHSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems